+162.3%
CVE vs DECK
+718.3%
-556.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | +2.5% | -2.2% | +4.7% | +3.0% |
| 30D | +16.7% | -13.6% | +30.3% | +20.6% |
| 3M | +9.3% | -21.2% | +30.5% | +14.8% |
| 6M | +43.6% | -21.1% | +64.7% | +49.2% |
| YTD | +93.6% | -17.2% | +110.8% | +96.8% |
| 1Y | +98.8% | -30.7% | +129.5% | +110.3% |
| 3Y | +73.6% | -3.4% | +77.0% | +53.7% |
| 5Y | +312.5% | +25.5% | +286.9% | +222.9% |
| All | +162.3% | +718.3% | -556.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling